Posts published by: Alex Companioni

Introductory notes on regularization

A couple of different channels converged on discussions of regularization recently:

  • Julia Evans recently wrote about the bias-variance trade-off -- go read her post, it's great! -- and asked some questions about regularization in it;

  • one of my coworkers -- and I'm paraphrasing here, Ravi -- called LASSO one of the most important statistical …